Data

Financial data for R Examples and Labs

DAX_data : A .zip folder containing Yahoo Finance OHLC historical data, in csv format, from 2000 to 2009 for ALV, BMW, CBK, TKA, a table with all four stocks dax.csv, the returns daxR, and log-returns daxRlog. Used in R Examples 2.1, 2.2, 2.4,  R Lab 2.7.6, R Examples 3.1, 3.2, 3.3, R Lab 3.5.6, R Example 4.5.

IBEX_data: A .zip folder containing three files:

  • Ibex0809, contains 40 daily returns observations from 1/12/2008 to 1/2/2009,  for 34 stocks from IBEX.  Used in R Examples 3.5 and 3.6.
  • ibexR, ibexRlog: tables containing 252 daily returns and log-returns respectively, for four stocks SAN, TEF, BBVA, REP in IBEX, from 6/2/2009 to 29/1/2009. Used in R Example 7.1.

SP500_shiller :  A .csv file containing S&P 500 index data including level, dividend, earnings and P/E ratio on a monthly basis since 1870, collected  by economist Robert Shiller and used in his book Irrational Exuberance [Princeton University Press, 2000]. The data provided here is a tidied and CSV'd version from http://data.okfn.org/data/s-and-p-500.   Used in R Examples 4.4, 4.6, 4.7, 4.8.

misc : A . zip folder containing various indices historical data (DJIA from FRED and yahoo; FTSE; S&P500 -GSPC-; Nikkei -N225-; VIX and VXO), some stocks price history (AAPL; GE) in .rds format. These are backups to many  R Examples and Labs where the data is downloaded directly using getSymbols.

AAPL.f.rds: A file containing Annual Cash Flow Statement for AAPL from 2013-09-28. Used in R Example 6.2.

AAPL.rds: A file containing  AAPL's price history from 2007-01-03 to 2013-12-31. Used in some talks and lectures.

sp500m.rds: A file containing  S&P 500 Composite Index adjusted price history on a monthly basis  from Jan. 1990 to Jan. 2012. Used in some talks and lectures.